Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47580.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46185.29 Kr¶

PnL: ---------------------------------------> -703.28 Kr¶

DD now: ---------------------------------> -2.158 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:58:56.366742'

Anic Portfolio¶

This Week¶

Return: -0.678 %¶

Total¶

Return: 55.791 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.500000 3109.600000 138.600000 4.670000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.750000 3432.800000 55.800000 1.650000 3377.000000
Boozt 12 -0.070000 1695.600000 41.600000 2.520000 1653.999996
AcadeMedia 12 -1.780000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.460000 389.100000 34.100000 9.610000 355.000000
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
Resurs Holding 22 -0.830000 604.340000 30.340000 5.290000 573.999998
HMS Networks 2 -2.640000 692.000000 19.000000 2.820000 673.000000
Securitas B 6 -0.410000 586.200000 16.200000 2.840000 570.000000
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.000000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Intrum 4 -1.870000 535.200000 8.200000 1.560000 527.000000
Coor Service Management Hold. 8 -0.370000 540.000000 8.000000 1.500000 532.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.640000 565.950000 3.950000 0.700000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 -0.100000 3451.000000 -3.000000 -0.090000 3453.999992
Handelsbanken A 5 -0.910000 542.750000 -3.250000 -0.600000 546.000000
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
CTEK 13 -2.260000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -1.080000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -0.830000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 0.650000 3606.200000 -149.800000 -3.990000 3756.000001
Fasadgruppen Group 35 1.370000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 -2.110000 1417.500000 -246.500000 -14.810000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46192.960000 -695.610000 -2.14263% 46888.564618

Updated:¶

'2023-01-25 10:57:45.695149'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶